+412.4%
HPQ vs WCN
+6,687.0%
-6,274.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.2% | +5.1% | +4.2% |
| 7D | +1.3% | -1.7% | +3.0% | +1.7% |
| 30D | +8.7% | -3.0% | +11.7% | +9.5% |
| 3M | +31.5% | +2.5% | +28.9% | +30.4% |
| 6M | +76.0% | -5.7% | +81.7% | +77.7% |
| YTD | +49.5% | -7.4% | +57.0% | +51.6% |
| 1Y | +17.3% | -8.6% | +25.9% | +19.0% |
| 3Y | +24.4% | +19.4% | +5.0% | +17.3% |
| 5Y | +37.3% | +27.2% | +10.1% | +27.3% |
| 10Y | +223.0% | +238.5% | -15.5% | +143.4% |
| All | +412.4% | +6,687.0% | -6,274.6% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling